mini-sized Dow ($5) Future September 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 16,290 16,110 -180 -1.1% 16,022
High 16,298 16,151 -147 -0.9% 16,288
Low 16,110 16,054 -56 -0.3% 16,000
Close 16,110 16,113 3 0.0% 16,152
Range 188 97 -91 -48.4% 288
ATR 117 115 -1 -1.2% 0
Volume 4 7 3 75.0% 128
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 16,397 16,352 16,166
R3 16,300 16,255 16,140
R2 16,203 16,203 16,131
R1 16,158 16,158 16,122 16,181
PP 16,106 16,106 16,106 16,117
S1 16,061 16,061 16,104 16,084
S2 16,009 16,009 16,095
S3 15,912 15,964 16,086
S4 15,815 15,867 16,060
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 17,011 16,869 16,311
R3 16,723 16,581 16,231
R2 16,435 16,435 16,205
R1 16,293 16,293 16,179 16,364
PP 16,147 16,147 16,147 16,182
S1 16,005 16,005 16,126 16,076
S2 15,859 15,859 16,099
S3 15,571 15,717 16,073
S4 15,283 15,429 15,994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,298 16,054 244 1.5% 100 0.6% 24% False True 5
10 16,298 15,923 375 2.3% 105 0.6% 51% False False 15
20 16,308 15,923 385 2.4% 92 0.6% 49% False False 9
40 16,308 15,154 1,154 7.2% 67 0.4% 83% False False 6
60 16,360 15,154 1,206 7.5% 57 0.4% 80% False False 5
80 16,360 15,154 1,206 7.5% 46 0.3% 80% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 16,563
2.618 16,405
1.618 16,308
1.000 16,248
0.618 16,211
HIGH 16,151
0.618 16,114
0.500 16,103
0.382 16,091
LOW 16,054
0.618 15,994
1.000 15,957
1.618 15,897
2.618 15,800
4.250 15,642
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 16,110 16,176
PP 16,106 16,155
S1 16,103 16,134

These figures are updated between 7pm and 10pm EST after a trading day.

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